-37.4%
TWLO vs ABCL
-79.6%
+42.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +0.2% | +2.3% | -2.1% | -0.4% |
| 30D | -26.0% | -0.7% | -25.3% | -25.9% |
| 3M | -14.3% | +33.4% | -47.7% | -21.0% |
| 6M | +6.2% | +137.8% | -131.6% | -17.9% |
| YTD | +50.6% | +264.3% | -213.7% | +2.6% |
| 1Y | +64.0% | +209.2% | -145.2% | +16.1% |
| 3Y | +264.1% | +208.4% | +55.6% | +130.1% |
| 5Y | -27.9% | -11.9% | -16.1% | -39.1% |
| All | -37.4% | -79.6% | +42.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling